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Title |
Senior Analyst / Statistician & Financial Engineer, Fixed Income& Currency Research |
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Job Description |
Responsibilities
- Determination of financial and yield curves via models and software, utilising ex-ante and ex-post inputs from the fixed income research team.
- Create bond indices, currency forecasting models, yield forecasting models, price option-embedded bonds, structured securities and utilisemonte carlo analysis to assess default probabilities.
- Apply financial market knowledge toward composition of the statistical sampling population.
- Perform data analysis to ensure that only relevant homogenous information is included in any statistical data comparison, regression analysis and presentation.
- Design, collect, and interpret data experiments relating to varied fields within the fixed income and financial markets.
- Discern trends, arrive at conclusions and formulate conclusions from statistical numbers.
- Communicate and present econometric and statistical topics in layman terms. Liaise with external business partners.
- Edit quantitative aspects of fixed income research reports.
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